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Stochastic process
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Economics discussion papers
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ECONIS (ZBW)
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Efficient and feasible inference for the components of financial variation using blocked multipower variation
Mykland, Per A.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532691
Saved in:
2
Stochastic volatility
Shephard, Neil G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003067547
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3
Deferred fees for universities
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003972937
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4
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003889445
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5
The actual financing costs of English higher education student loans
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747332
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6
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
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7
Submission to the review on "higher education funding and student finance"
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003943204
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8
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
9
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
10
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
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